We may also consider multiplicative models which typically assume the form \(X_i^* = X_iV_i\) , with \(E(V_i) = 1\) , and constant variance given by \(\operatorname{var}(V_i) = \sigma _{V}^2\) , with \(V_i\)  independent of both \(X_i\)  and \((Y_i,Z_i)\) . Thus, \(X_i^*\)  is unbiased for \(X_i\) . Many correction techniques in the literature assume an additive structure, and it is often advised to transform a measurement that has multiplicative error onto a scale where the error becomes additive [1]}, [2]}.
